I installed 4.6 and everything is running great so far. I just have a question about the shutdown. I would have liked the computer to deactivate automatically.
When shutdown (shutdown -h now) is finished I get a message like "press any key to reboot".

Can OpenBSD be configured to also automatically deactivate the machine?

Good idea. The man pages are, indeed, the definitive documentation for the OS. That said, the FAQ and the subsidiary docs on the FAQ web page, combined, are the closest thing the Project has to "howto" documents. In this instance, FAQ 10.3 describes a way to include power down automatically at shutdown time.

(Be extremely careful with 3rd party "howto" guides. They are not only unsupported by the Project, they are often both out-of-date and written by brand new users, who may not understand the implications of their guidance.)